-99.9%
AMIX vs SM
-14.2%
-85.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.6% | -1.0% | -6.4% |
| 7D | -25.5% | -25.1% | -0.4% | -29.1% |
| 30D | -56.2% | -15.6% | -40.6% | -57.3% |
| 3M | -87.4% | +2.7% | -90.1% | -87.2% |
| 6M | -80.9% | -3.8% | -77.1% | -80.9% |
| YTD | -86.8% | +61.8% | -148.7% | -86.7% |
| 1Y | -91.3% | +71.4% | -162.7% | -91.3% |
| All | -99.9% | -14.2% | -85.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling